NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 4.385 4.255 -0.130 -3.0% 4.255
High 4.411 4.321 -0.090 -2.0% 4.402
Low 4.212 4.108 -0.104 -2.5% 3.998
Close 4.239 4.111 -0.128 -3.0% 4.176
Range 0.199 0.213 0.014 7.0% 0.404
ATR 0.143 0.148 0.005 3.5% 0.000
Volume 82,706 98,789 16,083 19.4% 243,608
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 4.819 4.678 4.228
R3 4.606 4.465 4.170
R2 4.393 4.393 4.150
R1 4.252 4.252 4.131 4.216
PP 4.180 4.180 4.180 4.162
S1 4.039 4.039 4.091 4.003
S2 3.967 3.967 4.072
S3 3.754 3.826 4.052
S4 3.541 3.613 3.994
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 5.404 5.194 4.398
R3 5.000 4.790 4.287
R2 4.596 4.596 4.250
R1 4.386 4.386 4.213 4.289
PP 4.192 4.192 4.192 4.144
S1 3.982 3.982 4.139 3.885
S2 3.788 3.788 4.102
S3 3.384 3.578 4.065
S4 2.980 3.174 3.954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.411 4.096 0.315 7.7% 0.162 3.9% 5% False False 75,308
10 4.411 3.998 0.413 10.0% 0.176 4.3% 27% False False 60,961
20 4.411 3.868 0.543 13.2% 0.147 3.6% 45% False False 47,184
40 4.631 3.868 0.763 18.6% 0.128 3.1% 32% False False 41,804
60 4.975 3.868 1.107 26.9% 0.124 3.0% 22% False False 34,485
80 5.468 3.868 1.600 38.9% 0.121 3.0% 15% False False 30,107
100 5.750 3.868 1.882 45.8% 0.122 3.0% 13% False False 26,710
120 5.949 3.868 2.081 50.6% 0.126 3.1% 12% False False 24,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.053
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.226
2.618 4.879
1.618 4.666
1.000 4.534
0.618 4.453
HIGH 4.321
0.618 4.240
0.500 4.215
0.382 4.189
LOW 4.108
0.618 3.976
1.000 3.895
1.618 3.763
2.618 3.550
4.250 3.203
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 4.215 4.260
PP 4.180 4.210
S1 4.146 4.161

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These figures are updated between 7pm and 10pm EST after a trading day.

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